There are several ways to knurl a bullet.

This is with 2 files.
http://www.youtube.com/watch?v=NncCcscSQa8

This is with a Corbin knurling tool which is expensive.
http://www.corbins.com/hct-2.htm

You can also just add a few cannelures with this tool.
http://www.ch4d.com/?com=catalog&vie...ct&alias=12000